yoyinflationcurveobservermoving.hpp File Reference

Observable inflation term structure with floating reference date based on the interpolation of zero rate quotes. More...

#include <ql/math/comparison.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>

Go to the source code of this file.

Classes
class	YoYInflationCurveObserverMoving< Interpolator >
	Inflation term structure based on the interpolation of zero rates. More...

Namespaces
namespace	QuantExt

Detailed Description

Observable inflation term structure with floating reference date based on the interpolation of zero rate quotes.

Definition in file yoyinflationcurveobservermoving.hpp.